Lost the content of a folder in documents for no reason at

I just attached my Micromax canvas smartphone to my windows 8 laptop to transfer some of my pics.I copied the pics and then looked for an appropriate folder in Documents to paste those pics.I found a folder named My Pics which already had some of my pics.I created a new folder inside it and then went back to my phone location.But to my surprise,when I came back there in My Pics I just found that folder empty!! (space 0 bytes)...I'm really confused that what has just happened,I've lost my pics forever.I even tried System restore but in vain.Can someone explain me why this happened?

Windows will typically start a wizard to transfer your pictures from your phone to your computer. There is a checkbox to delete the pictures off the phone when the transfer is done. It sounds to me like that is what you did, and those pictures may be somewhere else on your computer.

Also, did you check your phone to verify the pictures are gone? The connection Between your computer and the phone may have been broken, but the pictures would still be there.

Recuva

You could try a file recovery program like Recuva.
Recuva - Undelete, Unerase, File and Disk Recovery - Free Download

Usually when you connect a Smart Phone - Especially via Blue Tooth, it sill create a local cache for the files on the phone, it's not supposed to be a permanent file on the System. When I hooked my iPhone up to an HP laptop, it did something like this. You have to save the contacts you wanna save, or Messages, using the Interface that the BT panel creates.